+87.5%
HST vs ROP
-5.1%
+92.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +11.2% | +28.8% | -17.6% | +3.1% |
| 3M | +13.1% | +21.1% | -8.0% | +6.6% |
| 6M | +23.9% | +52.5% | -28.6% | +7.0% |
| YTD | +52.3% | +8.9% | +43.4% | +52.3% |
| 1Y | +56.7% | +8.2% | +48.4% | +57.2% |
| 3Y | +87.5% | -5.2% | +92.7% | +103.8% |
| All | +87.5% | -5.1% | +92.6% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling